[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Time-series forecasting with deep learning: a survey

B Lim, S Zohren - … Transactions of the Royal Society A, 2021 - royalsocietypublishing.org
Numerous deep learning architectures have been developed to accommodate the diversity
of time-series datasets across different domains. In this article, we survey common encoder …

itransformer: Inverted transformers are effective for time series forecasting

Y Liu, T Hu, H Zhang, H Wu, S Wang, L Ma… - arxiv preprint arxiv …, 2023 - arxiv.org
The recent boom of linear forecasting models questions the ongoing passion for
architectural modifications of Transformer-based forecasters. These forecasters leverage …

Crossformer: Transformer utilizing cross-dimension dependency for multivariate time series forecasting

Y Zhang, J Yan - The eleventh international conference on learning …, 2023 - openreview.net
Recently many deep models have been proposed for multivariate time series (MTS)
forecasting. In particular, Transformer-based models have shown great potential because …

Non-stationary transformers: Exploring the stationarity in time series forecasting

Y Liu, H Wu, J Wang, M Long - Advances in neural …, 2022 - proceedings.neurips.cc
Transformers have shown great power in time series forecasting due to their global-range
modeling ability. However, their performance can degenerate terribly on non-stationary real …

Tsmixer: An all-mlp architecture for time series forecasting

SA Chen, CL Li, N Yoder, SO Arik, T Pfister - arxiv preprint arxiv …, 2023 - arxiv.org
Real-world time-series datasets are often multivariate with complex dynamics. To capture
this complexity, high capacity architectures like recurrent-or attention-based sequential deep …

Fedformer: Frequency enhanced decomposed transformer for long-term series forecasting

T Zhou, Z Ma, Q Wen, X Wang… - … on machine learning, 2022 - proceedings.mlr.press
Long-term time series forecasting is challenging since prediction accuracy tends to
decrease dramatically with the increasing horizon. Although Transformer-based methods …

Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting

H Wu, J Xu, J Wang, M Long - Advances in neural …, 2021 - proceedings.neurips.cc
Extending the forecasting time is a critical demand for real applications, such as extreme
weather early warning and long-term energy consumption planning. This paper studies the …

Film: Frequency improved legendre memory model for long-term time series forecasting

T Zhou, Z Ma, Q Wen, L Sun, T Yao… - Advances in neural …, 2022 - proceedings.neurips.cc
Recent studies have shown that deep learning models such as RNNs and Transformers
have brought significant performance gains for long-term forecasting of time series because …

Scinet: Time series modeling and forecasting with sample convolution and interaction

M Liu, A Zeng, M Chen, Z Xu, Q Lai… - Advances in Neural …, 2022 - proceedings.neurips.cc
One unique property of time series is that the temporal relations are largely preserved after
downsampling into two sub-sequences. By taking advantage of this property, we propose a …